PortfoliosLab logoPortfoliosLab logo
SARO vs. CRML
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SARO vs. CRML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StandardAero, Inc (SARO) and Critical Metals Corp (CRML). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SARO vs. CRML - Yearly Performance Comparison


2026 (YTD)20252024
SARO
StandardAero, Inc
-9.94%15.83%-24.40%
CRML
Critical Metals Corp
14.41%2.21%-0.15%

Fundamentals

EPS

SARO:

$0.83

CRML:

-$0.53

PS Ratio

SARO:

1.42

CRML:

1.38K

Total Revenue (TTM)

SARO:

$6.06B

CRML:

$560.62K

Gross Profit (TTM)

SARO:

$922.06M

CRML:

$560.62K

EBITDA (TTM)

SARO:

$696.40M

CRML:

-$47.47M

Returns By Period

In the year-to-date period, SARO achieves a -9.94% return, which is significantly lower than CRML's 14.41% return.


SARO

1D
2.42%
1M
-16.14%
YTD
-9.94%
6M
-5.35%
1Y
-3.04%
3Y*
5Y*
10Y*

CRML

1D
19.04%
1M
-21.77%
YTD
14.41%
6M
27.65%
1Y
471.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


StandardAero, Inc

Critical Metals Corp

Return for Risk

SARO vs. CRML — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SARO
SARO Risk / Return Rank: 3434
Overall Rank
SARO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SARO Sortino Ratio Rank: 3232
Sortino Ratio Rank
SARO Omega Ratio Rank: 3232
Omega Ratio Rank
SARO Calmar Ratio Rank: 3535
Calmar Ratio Rank
SARO Martin Ratio Rank: 3434
Martin Ratio Rank

CRML
CRML Risk / Return Rank: 9393
Overall Rank
CRML Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CRML Sortino Ratio Rank: 9595
Sortino Ratio Rank
CRML Omega Ratio Rank: 9090
Omega Ratio Rank
CRML Calmar Ratio Rank: 9696
Calmar Ratio Rank
CRML Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SARO vs. CRML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StandardAero, Inc (SARO) and Critical Metals Corp (CRML). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SAROCRMLDifference

Sharpe ratio

Return per unit of total volatility

-0.09

2.67

-2.76

Sortino ratio

Return per unit of downside risk

0.12

3.53

-3.42

Omega ratio

Gain probability vs. loss probability

1.01

1.38

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.21

6.01

-6.22

Martin ratio

Return relative to average drawdown

-0.43

9.99

-10.42

SARO vs. CRML - Sharpe Ratio Comparison

The current SARO Sharpe Ratio is -0.09, which is lower than the CRML Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of SARO and CRML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SAROCRMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

2.67

-2.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

-0.25

-0.17

Correlation

The correlation between SARO and CRML is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SARO vs. CRML - Dividend Comparison

Neither SARO nor CRML has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SARO vs. CRML - Drawdown Comparison

The maximum SARO drawdown since its inception was -32.58%, smaller than the maximum CRML drawdown of -93.91%. Use the drawdown chart below to compare losses from any high point for SARO and CRML.


Loading graphics...

Drawdown Indicators


SAROCRMLDifference

Max Drawdown

Largest peak-to-trough decline

-32.58%

-93.91%

+61.33%

Max Drawdown (1Y)

Largest decline over 1 year

-23.85%

-77.74%

+53.89%

Current Drawdown

Current decline from peak

-22.01%

-73.51%

+51.50%

Average Drawdown

Average peak-to-trough decline

-14.77%

-68.66%

+53.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.53%

46.77%

-35.24%

Volatility

SARO vs. CRML - Volatility Comparison

The current volatility for StandardAero, Inc (SARO) is 10.63%, while Critical Metals Corp (CRML) has a volatility of 31.02%. This indicates that SARO experiences smaller price fluctuations and is considered to be less risky than CRML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SAROCRMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

31.02%

-20.39%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

124.55%

-101.64%

Volatility (1Y)

Calculated over the trailing 1-year period

34.45%

177.77%

-143.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.25%

158.24%

-122.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.25%

158.24%

-122.99%

Financials

SARO vs. CRML - Financials Comparison

This section allows you to compare key financial metrics between StandardAero, Inc and Critical Metals Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.60B
100.38K
(SARO) Total Revenue
(CRML) Total Revenue
Values in USD except per share items